Representation of a class of semimartingales as stable integrals

Theory of Probability and its Applications

Volumn 43, Issue 4, 1998, Pages 666-676

  Zanzotto, P A ^a  

^a UNIVERSITY OF PISA   (Italy)

Author keywords

Compensator; Jump measure; Representation formulas; Semimartingales without continuous martingale part; Stable integrals; Strictly stable L vy processes

Indexed keywords

EID: 0032223473     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/s0040585x97977252     Document Type: Article

References (14)

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